Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47874.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46479.47 Kr¶

PnL: ---------------------------------------> -409.1 Kr¶

DD now: ---------------------------------> -1.554 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:35:59.376578'

Anic Portfolio¶

Today¶

Return: -0.08 %¶

This Week¶

Return: -0.08 %¶

Total¶

Return: 56.729 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.290000 2817.500000 181.500000 6.890000 2636.000010
Corem Property Group B 59 3.560000 635.430000 58.430000 10.130000 576.999999
Boozt 12 1.280000 1707.600000 53.600000 3.240000 1653.999996
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.540000 602.400000 45.400000 8.150000 557.000004
Samhällsbyggnadsbo. i Norden B 20 4.230000 396.700000 41.700000 11.750000 355.000000
MedCap 2 3.600000 461.000000 40.000000 9.500000 421.000000
HMS Networks 2 3.910000 711.600000 38.600000 5.740000 673.000000
Resurs Holding 22 0.180000 602.140000 28.140000 4.900000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 2.050000 547.000000 20.000000 3.800000 527.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -1.440000 3390.400000 13.400000 0.400000 3377.000000
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
CTEK 13 2.580000 543.660000 9.660000 1.810000 533.999999
Karnov Group 9 0.330000 542.700000 6.700000 1.250000 536.000004
Securitas B 6 2.210000 576.480000 6.480000 1.140000 570.000000
Swedbank A 3 0.030000 567.450000 3.450000 0.610000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.690000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Essity B 2 -2.360000 563.800000 -10.200000 -1.780000 574.000000
Nordea Bank Abp 29 -0.200000 3441.720000 -12.280000 -0.360000 3453.999992
Midsona B 63 1.800000 570.150000 -12.850000 -2.200000 582.999984
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.200000 571.000000 -23.570000 -3.960000 594.565215
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -0.740000 552.400000 -60.600000 -9.890000 612.999432
Axfood 13 -0.430000 3645.200000 -110.800000 -2.950000 3756.000001
OX2 18 -0.870000 1436.400000 -227.600000 -13.680000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 -0.720000 2860.000000 -502.000000 -14.930000 3361.999992
TOTAL 46479.470000 -409.100000 -1.55351% 46888.564618

Updated:¶

'2023-01-23 16:36:11.991556'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶